The aim of this work is to prove a Harnack inequality and the Hölder continuity for weak solutions to the Kolmogorov equation $\mathscr{L} u = f$ with measurable coefficients, integrable lower order terms and nonzero source term. We introduce a functional space $\mathcal{W}$, suitable for the study of weak solutions to $\mathscr{L}u = f$, that allows us to prove a weak Poincaré inequality. More precisely, our goal is to prove a weak Harnack inequality for non-negative super-solutions by considering their Log-transform and following S. N. Kruzkov (1963). Then this functional inequality is combined with a classical covering argument (Ink-Spots Theorem) that we extend for the fist time to the case of ultraparabolic equations.
We prove the local boundedness of the solutions to degenerate second order partial differential equations of Kolmogorov type with measurable coefficients in divergence form, under minimal integrability assumption on the lower order coefficients.
The aim of this work is to prove the existence of a fundamental solution associated to the Kolmogorov equation L u = f with measurable coefficients in the dilation invariant case. Moreover, we prove Gaussian upper and lower bounds for it, and other related properties.
We consider a class of nonautonomous elliptic operators ${\mathscr A}$ with unbounded coefficients defined in $[0,T]\times\R^N$ and we prove optimal Schauder estimates for the solution to the parabolic Cauchy problem $D_tu={\mathscr A}u+f$, $u(0,\cdot)=g$.
We establish spatial a priori estimates for the solution u to a class of dilation invariant Kolmogorov equation, where u is assumed to only have a certain amount of regularity in the diffusion's directions. The result is that u is also regular with respect to the remaining directions. The approach we propose is based on the commutators identities and allows us to obtain a Sobolev exponent that does not depend on the integrability assumption of the right-hand side. Lastly, we provide an alternative proof to that of Theorem 1.5 of [9] for the optimal spatial regularity.
We consider weak solutions of degenerate second order partial differential equations of Kolmogorov-Fokker-Planck type with measurable coefficients in divergence form. We give a geometric statement of the Harnack inequality recently proven by Golse, Imbert, Mouhot and Vasseur. As a corollary we obtain a strong maximum principle.
We consider a class of possibly degenerate second order elliptic operators $\cal A$ on $\R^n$. This class includes hypoelliptic Ornstein-Uhlenbeck type operators having an additional first order term with unbounded coefficients. We establish global Schauder estimates in Hölder spaces both for elliptic equations and for parabolic Cauchy problems involving ${\cal A}$. The Hölder function spaces are defined with respect to a non-euclidean metric related to the operator $\cal A$.
We prove smoothing properties and optimal Schauder type estimates for a class of nonautonomous evolution equations driven by time dependent Ornstein-Uhlenbeck operators in a separable Hilbert space. They arise as Kolmogorov equations of linear nonautonomous stochastic differential equations with Gaussian noise.
We study value functions which are viscosity solutions of certain Kolmogorov equations. Using PDE techniques we prove that they are $C^{1,α}$ regular on special finite dimensional subspaces. The problem has origins in pricing and hedging of derivatives of risky assets in mathematical finance.
In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diffusion coefficients, and the initial conditions of the considered Kolmogorov equations are $n$-times continuously Fréchet differentiable, then so are the generalized solutions at every positive time. In addition, a key contribution of this work is to prove suitable enhanced regularity properties for the derivatives of the generalized solutions of the Kolmogorov equations in the sense that the dominating linear operato…
We consider nonlinear Kolmogorov-Fokker-Planck type equations of the form \begin{equation}\label{abeqn} (\partial_t+X\cdot\nabla_Y)u=\nabla_X\cdot(A(\nabla_X u,X,Y,t)). \end{equation} The function $A=A(ξ,X,Y,t):\R^m\times\R^m\times\R^m\times\R\to\R^m$ is assumed to be continuous with respect to $ξ$, and measurable with respect to $X,Y$ and $t$. $A=A(ξ,X,Y,t)$ is allowed to be nonlinear but with linear growth. We establish higher integrability and local boundedness of weak sub-solutions, weak Harnack and Harnack inequalities, and H{ö}lder continuity with quantitative estimates. In addition we e…
Well-posedness à la Friedrichs is proved for a class of degenerate Kolmogorov equations associated to stochastic Allen-Cahn equations with logarithmic potential. The thermodynamical consistency of the model requires the potential to be singular and the multiplicative noise coefficient to vanish at the respective potential barriers, making thus the corresponding Kolmogorov equation not uniformly elliptic in space. First, existence and uniqueness of invariant measures and ergodicity are discussed. Then, classical solutions to some regularised Kolmogorov equations are explicitly constructed. Even…
We provide here some sharp Schauder estimates for degenerate PDEs of Kolmogorov type when the coefficients lie in some suitable anisotropic H{ö}lder spaces and the first order term is non-linear and unbounded. We proceed through a perturbative approach based on forward parametrix expansions. Due to the low regularizing properties of the degenerate variables, for the procedure to work, we heavily exploit duality results between appropriate Besov spaces. Our method can be seen as constructive and provides, even in the non-degenerate case, an alternative approach to Schauder estimates.
We establish an optimal C^{1,α}-regularity for viscosity solutions of degenerate/singular fully nonlinear elliptic equations by finding minimal regularity requirements on the associated operator.
We present a survey on the regularity theory for classic solutions to subelliptic degenerate Kolmogorov equations. In the last part of this note we present a detailed proof of a Harnack inequality and a strong maximum principle.
The aim of this paper is to establish new pointwise regularity results for solutions to degenerate second order partial differential equations with a Kolmogorov-type operator of the form $$\mathscr{L} :=\sum_{i,j=1}^m \partial^2_{x_i x_j } +\sum_{i,j=1}^N b_{ij}x_j\partial_{x_i}-\partial_t, $$ where $(x,t) \in \mathbb{R}^{N+1}$, $1 \leq m \le N$ and the matrix $B:=(b_{ij})_{i,j=1,\ldots,N}$ has real constant entries. In particular, we show that if the modulus of $L^p$-mean oscillation of $\mathscr{L} u$ at the origin is Dini, then the origin is a Lebesgue point of continuity in $L^p$ average f…
We derive optimal regularity, in both time and space, for solutions of the Cauchy problem related to a degenerate differential equation in a Banach space X. Our results exhibit a sort of prevalence for space regularity, in the sense that the higher is the order of regularity with respect to space, the lower is the corresponding order of regularity with respect to time.
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins (From Probability to Geometry, vol. in honor of J.M Bismut (2009)) to prove uniqueness of the martingale problem in the framework of non degenerated elliptic operators and the Mc Kean and Singer (Journal of Diff. Geometry, 1967) parametrix approach to the density expansion that has previously been extended to the degenerate setting that we consider (see Delarue and Menozzi, Journal of Funct. Analysis,…
Singular degenerate differential operator equations are studied. The uniform separability of boundary value problems for degenerate elliptic equation and optimal regularity properties of Cauchy problem for degenerate parabolic equation are obtained. These problems have a numeros applications which occur in fluid mechanics, environmental engineering and atmospheric dispersion of pollutants.
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized solutions.
We consider an elliptic Kolmogorov equation $λu - Ku = f$ in a separable Hilbert space $H$. The Kolmogorov operator $K$ is associated to an infinite dimensional convex gradient system: $dX = (AX - DU(X))dt + dW (t)$, where $A $ is a self--adjoint operator in $H$ and $U$ is a convex lower semicontinuous function. Under mild assumptions we prove that for $λ>0$ and $f\in L^2(H,ν)$ the weak solution $u$ belongs to the Sobolev space $W^{2,2}(H,ν)$, where $ν$ is the log-concave probability measure of the system. Moreover maximal estimates on the gradient of $u$ are proved. The maximal regularity res…
Sobolev-type regularity results are proved for solutions to a class of second order elliptic equations with a singular or degenerate weight, under non-homogeneous Neumann conditions. As an application a Pohozaev-type identity for weak solutions is derived.
Motivated by Kolmogorov's theory of turbulence we present a unified approach to the regularity problems for the 3D Navier-Stokes and Euler equations. We introduce a dissipation wavenumber $Λ(t)$ that separates low modes where the Euler dynamics is predominant from the high modes where the viscous forces take over. Then using an indifferent to the viscosity technique we obtain a new regularity criterion which is weaker than every Ladyzhenskaya-Prodi-Serrin condition in the viscous case, and reduces to the Beale-Kato-Majda criterion in the inviscid case. In the viscous case we also we prove that…
We prove Harnack inequality and local regularity results for weak solutions of a quasilinear degenerate equation in divergence form under natural growth conditions. The degeneracy is given by a suitable power of a strong $A_\infty$ weight. Regularity results are achieved under minimal assumptions on the coefficients and, as an application, we prove $C^{1,α}$ local estimates for solutions of a degenerate equation in non divergence form.
This paper deals with a class of nonlinear anisotropic parabolic equations with degenerate coercivity. Using the anisotropic Gagliardo-Nirenberg-type inequality, we prove some existence and regularity results for the solutions under the framework of anisotropic Sobolev spaces, which generalize the previous results of [10,18,23].
We provide the Alexandroff-Bakelman-Pucci estimate and global $C^{1, α}$-regularity for a class of singular/degenerate fully nonlinear elliptic equations. We also derive the existence of a viscosity solution to the Dirichlet problem with the associated operator.
In this paper we prove regularity results for a class of nonlinear degenerate elliptic equations of the form $\displaystyle -\operatorname{div}(A(|\nabla u|)\nabla u)+B\left( |\nabla u|\right) =f(u)$; in particular, we investigate the second order regularity of the solutions. As a consequence of these results, we obtain symmetry and monotonicity properties of positive solutions for this class of degenerate problems in convex symmetric domains via a suitable adaption of the celebrated moving plane method of Alexandrov-Serrin.
In the present paper, we study sharp C^{1;α} regularity results with boundary Neumann condition for viscosity solutions for a class of degenerate fully non-linear elliptic equations with Neumann boundary conditions.
We obtain optimal boundary and global regularity estimates for viscosity solutions of fully nonlinear elliptic equations whose ellipticity degenerates at the critical points of a given solution. We show that any solution is $C^{1,α}$ on the boundary of the domain, for an optimal and explicit $α$ given only in terms of the regularity of the boundary datum and the elliptic degeneracy degree, no matter how possibly low is the interior regularity for that class of equations. We also obtain sharp global estimates. Our findings are new even for model equations, involving only a degenerate Laplacian;…
In this note, we prove $\mathcal{C}^{1,γ}$ regularity for solutions of some fully nonlinear degenerate elliptic equations with "superlinear" and "subquadratic " Hamiltonian terms. As an application, we complete the results of \cite{BDL1} concerning the associated ergodic problem, proving, among other facts, the uniqueness, up to constants, of the ergodic function.
The aim of this paper is to establish regularity for weak solutions to the nondiagonal quasilinear degenerate elliptic systems related to Hörmander's vector fields, where the coefficients are bounded with vanishing mean oscillation. We first prove $L^p$($p \ge 2$) estimates for gradients of weak solutions by using a priori estimates and a known reverse Hölder inequality, and consider regularity to the corresponding nondiagonal homogeneous degenerate elliptic systems. Then we get higher Morrey and Campanato estimates for gradients of weak solutions to original systems and Hölder estimates for w…
In this paper we develop a potential theory for strongly degenerate parabolic operators of the form \[ \mathcal{L}:=\nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_{Y}-\partial_t, \] in unbounded domains of the form \[ Ω=\{(X,Y,t)=(x,x_{m},y,y_{m},t)\in\mathbb R^{m-1}\times\mathbb R\times\mathbb R^{m-1}\times\mathbb R\times\mathbb R\mid x_m>ψ(x,y,y_m,t)\}, \] where $ψ$ is assumed to satisfy a uniform Lipschitz condition adapted to the dilation structure and the (non-Euclidean) Lie group underlying the operator $\mathcal{L}$. Concerning $A=A(X,Y,t)$ we assume that $A$ is bounded, measurable, symme…
We study the Cauchy-Dirichlet problem associated to a phase transition modeled upon the degenerate two-phase Stefan problem. We prove that weak solutions are continuous up to the parabolic boundary and quantify the continuity by deriving a modulus. As a byproduct, these a priori regularity results are used to prove the existence of a so-called physical solution.
We consider strongly degenerate parabolic operators of the form \[ \mathcal{L}:=\nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_Y-\partial_t \] in unbounded domains \[ Ω=\{(X,Y,t)=(x,x_{m},y,y_{m},t)\in\mathbb R^{m-1}\times\mathbb R\times\mathbb R^{m-1}\times\mathbb R\times\mathbb R\mid x_m>ψ(x,y,t)\}. \] We assume that $A=A(X,Y,t)$ is bounded, measurable and uniformly elliptic (as a matrix in $\mathbb R^{m}$) and concerning $ψ$ and $Ω$ we assume that $Ω$ is what we call an (unbounded) Lipschitz domain: $ψ$ satisfies a uniform Lipschitz condition adapted to the dilation structure and the (non-Euc…
In this paper we prove Holder regularity of the derivative of radial solutions to fully nonlinear equations when the operator is hessian, homogenous of degree 1 in the Hessian, homogenous of some degree $α>-1$ in the gradient and which is elliptic when the gradient is not null.
We prove higher differentiability of bounded local minimizers to some widely degenerate functionals, verifying superquadratic anisotropic growth conditions. In the two dimensional case, we prove that local minimizers to a model functional are locally Lipschitz continuous functions, without any restriction on the anisotropy.
We study the regularity properties of the second order linear operator in $\mathbb{R}^{N+1}$: \begin{equation*} \mathscr{L} u := \sum_{j,k= 1}^{m} a_{jk}\partial_{x_j x_k}^2 u + \sum_{j,k= 1}^{N} b_{jk}x_k \partial_{x_j} u - \partial_t u, \end{equation*} where $A = \left( a_{jk} \right)_{j,k= 1, \dots, m}, B= \left( b_{jk} \right)_{j,k= 1, \dots, N}$ are real valued matrices with constant coefficients, with $A$ symmetric and strictly positive. We prove that, if the operator $\mathscr{L}$ satisfies Hörmander's hypoellipticity condition, and $f$ is a Dini continuous function, then the second ord…
We establish the local Lipschitz continuity and the higher differentiability of vector-valued local minimizers of a class of energy integrals of the Calculus of Variations. The main novelty is that we deal with possibly degenerate energy densities with respect to the x-variable.
We consider an one-phase free boundary problem for a degenerate fully non-linear elliptic operators with non-zero right hand side. We use the approach present in \cite{DeSilva} to prove that flat free boundaries and Lipschitz free boundaries are $C^{1, γ}$.
